CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary Previous Current 23-Mar-2007 26-Mar-2007 Change Change % Previous Week Open 1.9589 1.9672 0.0083 0.4% 1.9421 High 1.9589 1.9672 0.0083 0.4% 1.9640 Low 1.9589 1.9672 0.0083 0.4% 1.9421 Close 1.9589 1.9672 0.0083 0.4% 1.9589 Range ATR 0.0055 0.0057 0.0002 3.6% 0.0000 Volume 122 280 158 129.5% 558
Daily Pivots for day following 26-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9672 1.9672 1.9672 R3 1.9672 1.9672 1.9672 R2 1.9672 1.9672 1.9672 R1 1.9672 1.9672 1.9672 1.9672 PP 1.9672 1.9672 1.9672 1.9672 S1 1.9672 1.9672 1.9672 1.9672 S2 1.9672 1.9672 1.9672 S3 1.9672 1.9672 1.9672 S4 1.9672 1.9672 1.9672	Weekly Pivots for week ending 23-Mar-2007 Classic Woodie Camarilla DeMark R4 2.0207 2.0117 1.9709 R3 1.9988 1.9898 1.9649 R2 1.9769 1.9769 1.9629 R1 1.9679 1.9679 1.9609 1.9724 PP 1.9550 1.9550 1.9550 1.9573 S1 1.9460 1.9460 1.9569 1.9505 S2 1.9331 1.9331 1.9549 S3 1.9112 1.9241 1.9529 S4 1.8893 1.9022 1.9469
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9672 1.9589 0.0083 0.4% 0.0004 0.0% 100% True False 163 10 1.9672 1.9282 0.0390 2.0% 0.0002 0.0% 100% True False 98 20 1.9672 1.9200 0.0472 2.4% 0.0001 0.0% 100% True False 49 40 1.9679 1.9200 0.0479 2.4% 0.0001 0.0% 99% False False 25 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 80% False False 18
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0006	Fibonacci Retracements and Extensions 4.250 1.9672 2.618 1.9672 1.618 1.9672 1.000 1.9672 0.618 1.9672 HIGH 1.9672 0.618 1.9672 0.500 1.9672 0.382 1.9672 LOW 1.9672 0.618 1.9672 1.000 1.9672 1.618 1.9672 2.618 1.9672 4.250 1.9672
Fisher Pivots for day following 26-Mar-2007 Pivot 1 day 3 day R1 1.9672 1.9658 PP 1.9672 1.9644 S1 1.9672 1.9631

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